Days to expiry

Discussion in 'Options' started by just21, Aug 2, 2002.

  1. just21


    In an option pricing model do you include weekends in the days to expiry or is it trading days to expiry?

    thanks for settling this argument i am having with a friend!
  2. and i thought i was bad a spelling :D
  3. I fail to see the misspelling here. If you're referring to "expiry", then you are indeed a bad speller because this is a perfectly valid word.

    I would be very interested to know the answer to the question though.

  4. you are right ..i misread it..he used the right word for the way the sentence was worded..
  5. Maverick74


    Yes, you include weekends. This is why option sellers love weekends because they make the most money on Monday.
  6. yes I never buy on friday with the intention of holding over the weekend.
  7. It's already factored into the price.
  8. shyhh


    based on the experience you guys had in trading, do a lot of market moving events happen over the weekend ?
  9. I agree.
  10. Market moving events happen whenever they want, and whenever you don't want them to ...
    #10     Aug 2, 2002